In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing sphericity in a crowth curve model have been derived in the null and nonnull cases when the alternatives are dose ...In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing sphericity in a crowth curve model have been derived in the null and nonnull cases when the alternatives are dose to the null hypothesis. These expansions are given in series form of beta distributions.展开更多
Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade y...Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade years. In this paper, many of models related to varying-coefficient models are gathered up. All kinds of the estimation procedures and theory of hypothesis test on the varying-coefficients model are summarized. Prom my opinion, some aspects waiting to study are proposed.展开更多
The paper considers a high-dimensional likelihood ratio(LR)test on the intraclass correlation structure of the multivariate normal population.When the dimension p and sample size N satisfy N−1>p→∞,it is proved th...The paper considers a high-dimensional likelihood ratio(LR)test on the intraclass correlation structure of the multivariate normal population.When the dimension p and sample size N satisfy N−1>p→∞,it is proved that the logarithmic LR statistic asymptotically obeys Gaussian distribution,and the explicit expressions of the mean and the variance are also obtained.The simulations demonstrate that our high-dimensional LR test method outperforms the traditional Chi-square approximation method or F-approximation method,and performs as efficient as the accurate high-dimensional Edgeworth expansion method and the more accurate high-dimensional Edgeworth expansion method in analyzing the intraclass covariance structure of highdimensional data.展开更多
文章研究了背景为子空间干扰加高斯杂波的距离扩展目标方向检测问题。杂波是均值为零协方差矩阵未知但具有斜对称特性的高斯杂波,目标与干扰分别通过具备斜对称特性的目标子空间和干扰子空间描述。针对方向检测问题,利用上述斜对称性,...文章研究了背景为子空间干扰加高斯杂波的距离扩展目标方向检测问题。杂波是均值为零协方差矩阵未知但具有斜对称特性的高斯杂波,目标与干扰分别通过具备斜对称特性的目标子空间和干扰子空间描述。针对方向检测问题,利用上述斜对称性,根据广义似然比检验(Generalized Likeli-hood Ratio Test,GLRT)准则的一步与两步设计方法,设计了基于GLRT的一步法与两步法的距离扩展目标方向检测器。通过理论推导证明了这2种检测器相对于未知杂波协方差矩阵都具有恒虚警率。对比相同背景下已有检测器,特别是在辅助数据有限的场景下,文章提出的2个检测器表现出了优越的检测性能。展开更多
超宽带(Ultra Wide Band,UWB)室内定位系统的定位性能主要受信号非视距(None Line Of Sight,NLOS)传播影响。为此该文提出一种基于信道统计量(Channel Statistics Information,CSI)的信道NLOS状态检测法。该方法首先在IEEE802.15.4a信...超宽带(Ultra Wide Band,UWB)室内定位系统的定位性能主要受信号非视距(None Line Of Sight,NLOS)传播影响。为此该文提出一种基于信道统计量(Channel Statistics Information,CSI)的信道NLOS状态检测法。该方法首先在IEEE802.15.4a信道模型下对均方根时延扩展和平均超量延迟的概率分布函数进行建模,作为信道标准分布。再以信道瞬时分布与标准分布间的KL散度为检验统计量做似然比检验(Likelihood Ratio Test,LRT)来鉴别信道状态。同时提出一种基于LRT的定位算法LRT-Chan算法。该算法能有效利用受NLOS污染的测距数据提高定位精度。仿真结果表明:LRT信道状态检测法在全部UWB信道中都能获得较高检测准确率;在定位锚点(Anchor Node,AN)分布不理想的NLOS环境中LRT-Chan算法也能取得较高定位精度。展开更多
文摘In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing sphericity in a crowth curve model have been derived in the null and nonnull cases when the alternatives are dose to the null hypothesis. These expansions are given in series form of beta distributions.
基金Foundation item： Supported by the National Natural Science Foundation of China（10501053） Acknowledgement I would like to thank Henan Society of Applied Statistics for which give me a chance to declare my opinion about the varying-coefficient model.
文摘Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade years. In this paper, many of models related to varying-coefficient models are gathered up. All kinds of the estimation procedures and theory of hypothesis test on the varying-coefficients model are summarized. Prom my opinion, some aspects waiting to study are proposed.
基金Supported by National Natural Science Foundation of China(Grant No.11401169)Natural Science Foundation of Henan Province of China(Grant No.202300410089).
文摘The paper considers a high-dimensional likelihood ratio(LR)test on the intraclass correlation structure of the multivariate normal population.When the dimension p and sample size N satisfy N−1>p→∞,it is proved that the logarithmic LR statistic asymptotically obeys Gaussian distribution,and the explicit expressions of the mean and the variance are also obtained.The simulations demonstrate that our high-dimensional LR test method outperforms the traditional Chi-square approximation method or F-approximation method,and performs as efficient as the accurate high-dimensional Edgeworth expansion method and the more accurate high-dimensional Edgeworth expansion method in analyzing the intraclass covariance structure of highdimensional data.
文摘文章研究了背景为子空间干扰加高斯杂波的距离扩展目标方向检测问题。杂波是均值为零协方差矩阵未知但具有斜对称特性的高斯杂波,目标与干扰分别通过具备斜对称特性的目标子空间和干扰子空间描述。针对方向检测问题,利用上述斜对称性,根据广义似然比检验(Generalized Likeli-hood Ratio Test,GLRT)准则的一步与两步设计方法,设计了基于GLRT的一步法与两步法的距离扩展目标方向检测器。通过理论推导证明了这2种检测器相对于未知杂波协方差矩阵都具有恒虚警率。对比相同背景下已有检测器,特别是在辅助数据有限的场景下,文章提出的2个检测器表现出了优越的检测性能。
文摘超宽带(Ultra Wide Band,UWB)室内定位系统的定位性能主要受信号非视距(None Line Of Sight,NLOS)传播影响。为此该文提出一种基于信道统计量(Channel Statistics Information,CSI)的信道NLOS状态检测法。该方法首先在IEEE802.15.4a信道模型下对均方根时延扩展和平均超量延迟的概率分布函数进行建模,作为信道标准分布。再以信道瞬时分布与标准分布间的KL散度为检验统计量做似然比检验(Likelihood Ratio Test,LRT)来鉴别信道状态。同时提出一种基于LRT的定位算法LRT-Chan算法。该算法能有效利用受NLOS污染的测距数据提高定位精度。仿真结果表明:LRT信道状态检测法在全部UWB信道中都能获得较高检测准确率;在定位锚点(Anchor Node,AN)分布不理想的NLOS环境中LRT-Chan算法也能取得较高定位精度。
